It keeps costs down and afaik I don't think you get the whole package send to you by mail when you live outside of the US and book for WDW or DL
Same process which ever European site you book on, nothing will get sent to a postal addresse it's all email. People on here have bought from the French site no pbs
They don't care where you are from in the end really. It's mostly requested for statistiques. The important things they look out for is for example the age of children say concerning the under 12's go free offers. That would be fraud.
But as to your nationality...France isn't like Italy where they need to copy your passeport at check in and as some many Europeans don't live in their country of birth and move around a lot that it's not an issue.
You can reserve without any worries